B
Byung Chul Ahn
Publications - 2
Citations - 91
Byung Chul Ahn is an academic researcher. The author has contributed to research in topics: Series (mathematics) & Univariate. The author has an hindex of 2, co-authored 2 publications receiving 86 citations.
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Testing for Cointegration in a System of Equations
In Choi,Byung Chul Ahn +1 more
TL;DR: In this paper, Choi and Ahn's (1993, Testing the Null of Stationarity for Multiple Time Series, working paper, The Ohio State University) multivariate tests for the null of stationarity and use Park's (1992, Econometrica 60, 119-143) canonical cointegrating regression residuals to make the tests free of nuisance parameters in the limit.
Journal ArticleDOI
Testing the null of stationarity for multiple time series
In Choi,Byung Chul Ahn +1 more
TL;DR: In this paper, the authors introduced various consistent tests for the null of stationarity against the alternative of nonstationarity applicable to multiple time series with and without the presence of time trends.